+9.1%
DIS vs GGLL
+194.0%
-184.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +4.4% | +5.1% | -0.7% | +3.8% |
| 30D | +10.3% | -35.5% | +45.8% | +15.8% |
| 3M | +15.5% | -39.2% | +54.7% | +22.0% |
| 6M | +11.2% | -54.4% | +65.6% | +21.1% |
| YTD | +5.6% | -29.8% | +35.4% | +7.3% |
| 1Y | +7.7% | -20.4% | +28.2% | +7.1% |
| 3Y | +39.3% | +149.7% | -110.4% | +5.6% |
| All | +9.1% | +194.0% | -184.9% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling